Interpret the economic and perhaps behavioral rationale

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Reference no: EM133110216

Topic: The performance of a trading strategy with futures, options, and/or cash assets

Content:

  1. Choose a particular technical or fundamental framework for trading options, futures, or  underlying cash asset.
  2. Clearly describe the strategy.
  3. Interpret the economic and perhaps behavioral rationale of the strategy (i.e., does it make sense economically and/or practically?)
  4. Review the empirical findings w.r.t. the strategy (the historical performance of the strategy under different market condition and across different markets).
  5. Conclusion based on your findings.

Reference no: EM133110216

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